No Arabic abstract
Clustering has been one of the most basic and essential problems in unsupervised learning due to various applications in many critical fields. The recently proposed sum-of-nums (SON) model by Pelckmans et al. (2005), Lindsten et al. (2011) and Hocking et al. (2011) has received a lot of attention. The advantage of the SON model is the theoretical guarantee in terms of perfect recovery, established by Sun et al. (2018). It also provides great opportunities for designing efficient algorithms for solving the SON model. The semismooth Newton based augmented Lagrangian method by Sun et al. (2018) has demonstrated its superior performance over the alternating direction method of multipliers (ADMM) and the alternating minimization algorithm (AMA). In this paper, we propose a Euclidean distance matrix model based on the SON model. An efficient majorization penalty algorithm is proposed to solve the resulting model. Extensive numerical experiments are conducted to demonstrate the efficiency of the proposed model and the majorization penalty algorithm.
We consider the continuous Fermat-Weber problem, where the customers are continuously (uniformly) distributed along the boundary of a convex polygon. We derive the closed-form expression for finding the average distance from a given point to the continuously distributed customers along the boundary. A Weiszfeld-type procedure is proposed for this model, which is shown to be linearly convergent. We also derive a closed-form formula to find the average distance for a given point to the entire convex polygon, assuming a uniform distribution. Since the function is smooth, convex, and explicitly given, the continuous version of the Fermat-Weber problem over a convex polygon can be solved easily by numerical algorithms.
Euclidean distance matrix optimization with ordinal constraints (EDMOC) has found important applications in sensor network localization and molecular conformation. It can also be viewed as a matrix formulation of multidimensional scaling, which is to embed n points in a $r$-dimensional space such that the resulting distances follow the ordinal constraints. The ordinal constraints, though proved to be quite useful, may result in only zero solution when too many are added, leaving the feasibility of EDMOC as a question. In this paper, we first study the feasibility of EDMOC systematically. We show that if $rge n-2$, EDMOC always admits a nontrivial solution. Otherwise, it may have only zero solution. The latter interprets the numerical observations of crowding phenomenon. Next we overcome two obstacles in designing fast algorithms for EDMOC, i.e., the low-rankness and the potential huge number of ordinal constraints. We apply the technique developed to take the low rank constraint as the conditional positive semidefinite cone with rank cut. This leads to a majorization penalty approach. The ordinal constraints are left to the subproblem, which is exactly the weighted isotonic regression, and can be solved by the enhanced implementation of Pool Adjacent Violators Algorithm (PAVA). Extensive numerical results demonstrate {the} superior performance of the proposed approach over some state-of-the-art solvers.
Recent works on Hierarchical Clustering (HC), a well-studied problem in exploratory data analysis, have focused on optimizing various objective functions for this problem under arbitrary similarity measures. In this paper we take the first step and give novel scalable algorithms for this problem tailored to Euclidean data in R^d and under vector-based similarity measures, a prevalent model in several typical machine learning applications. We focus primarily on the popular Gaussian kernel and other related measures, presenting our results through the lens of the objective introduced recently by Moseley and Wang [2017]. We show that the approximation factor in Moseley and Wang [2017] can be improved for Euclidean data. We further demonstrate both theoretically and experimentally that our algorithms scale to very high dimension d, while outperforming average-linkage and showing competitive results against other less scalable approaches.
Localizing a cloud of points from noisy measurements of a subset of pairwise distances has applications in various areas, such as sensor network localization and reconstruction of protein conformations from NMR measurements. In [1], Drineas et al. proposed a natural two-stage approach, named SVD-MDS, for this purpose. This approach consists of a low-rank matrix completion algorithm, named SVD-Reconstruct, to estimate random missing distances, and the classic multidimensional scaling (MDS) method to estimate the positions of nodes. In this paper, we present a detailed analysis for this method. More specifically, we first establish error bounds for Euclidean distance matrix (EDM) completion in both expectation and tail forms. Utilizing these results, we then derive the error bound for the recovered positions of nodes. In order to assess the performance of SVD-Reconstruct, we present the minimax lower bound of the zero-diagonal, symmetric, low-rank matrix completion problem by Fanos method. This result reveals that when the noise level is low, the SVD-Reconstruct approach for Euclidean distance matrix completion is suboptimal in the minimax sense; when the noise level is high, SVD-Reconstruct can achieve the optimal rate up to a constant factor.
Euclidean distance matrices (EDMs) are a major tool for localization from distances, with applications ranging from protein structure determination to global positioning and manifold learning. They are, however, static objects which serve to localize points from a snapshot of distances. If the objects move, one expects to do better by modeling the motion. In this paper, we introduce Kinetic Euclidean Distance Matrices (KEDMs)---a new kind of time-dependent distance matrices that incorporate motion. The entries of KEDMs become functions of time, the squared time-varying distances. We study two smooth trajectory models---polynomial and bandlimited trajectories---and show that these trajectories can be reconstructed from incomplete, noisy distance observations, scattered over multiple time instants. Our main contribution is a semidefinite relaxation (SDR), inspired by SDRs for static EDMs. Similarly to the static case, the SDR is followed by a spectral factorization step; however, because spectral factorization of polynomial matrices is more challenging than for constant matrices, we propose a new factorization method that uses anchor measurements. Extensive numerical experiments show that KEDMs and the new semidefinite relaxation accurately reconstruct trajectories from noisy, incomplete distance data and that, in fact, motion improves rather than degrades localization if properly modeled. This makes KEDMs a promising tool for problems in geometry of dynamic points sets.